Mastercard Stock Alpha and Beta Analysis
| MA Stock | USD 456.75 1.36 0.30% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mastercard. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mastercard over a specified time horizon. Remember, high Mastercard's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Mastercard's market risk premium analysis include:
Beta 0.82 | Alpha 0.0312 | Risk 1.02 | Sharpe Ratio 0.0711 | Expected Return 0.0724 |
Mastercard Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Mastercard |
Mastercard Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mastercard market risk premium is the additional return an investor will receive from holding Mastercard long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Mastercard. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Mastercard's performance over market.| α | 0.03 | β | 0.82 |
Mastercard expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Mastercard's Buy-and-hold return. Our buy-and-hold chart shows how Mastercard performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mastercard Market Price Analysis
Market price analysis indicators help investors to evaluate how Mastercard stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mastercard shares will generate the highest return on investment. By understating and applying Mastercard stock market price indicators, traders can identify Mastercard position entry and exit signals to maximize returns.
Mastercard Return and Market Media
The median price of Mastercard for the period between Wed, Jan 24, 2024 and Tue, Apr 23, 2024 is 468.31 with a coefficient of variation of 3.14. The daily time series for the period is distributed with a sample standard deviation of 14.6, arithmetic mean of 464.23, and mean deviation of 11.78. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Mastercard dividend paid on 9th of February 2024 | 02/09/2024 |
1 | Mastercard Unveils Two Credit Cards Infused With Rewards | 04/01/2024 |
2 | Mastercard , MAS Partner for Cyber Resilience in Singapore | 04/10/2024 |
3 | Solving the Buy-Build-Partner Equation For Cross-Border Payments | 04/15/2024 |
4 | Mastercard Turning Aspiration Into Impact | 04/16/2024 |
5 | Best payout online casinos Which casinos pay the quickest | 04/17/2024 |
6 | Nubank and Mastercard Exclusive Study Reveals Path to Advancing Beyond Access Toward Financial Health | 04/18/2024 |
7 | MasterCard Ascends While Market Falls Some Facts to Note | 04/19/2024 |
About Mastercard Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Mastercard or other stocks. Alpha measures the amount that position in Mastercard has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.004904 | 0.005654 | 0.00536 | 0.003296 | Price To Sales Ratio | 18.8 | 15.14 | 16.04 | 16.84 |
Mastercard Upcoming Company Events
As portrayed in its financial statements, the presentation of Mastercard's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mastercard's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mastercard's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mastercard. Please utilize our Beneish M Score to check the likelihood of Mastercard's management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 31st of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Mastercard
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Mastercard Backtesting, Mastercard Valuation, Mastercard Correlation, Mastercard Hype Analysis, Mastercard Volatility, Mastercard History and analyze Mastercard Performance. For information on how to trade Mastercard Stock refer to our How to Trade Mastercard Stock guide.Note that the Mastercard information on this page should be used as a complementary analysis to other Mastercard's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Complementary Tools for Mastercard Stock analysis
When running Mastercard's price analysis, check to measure Mastercard's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Mastercard is operating at the current time. Most of Mastercard's value examination focuses on studying past and present price action to predict the probability of Mastercard's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mastercard's price. Additionally, you may evaluate how the addition of Mastercard to your portfolios can decrease your overall portfolio volatility.
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Mastercard technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.